Below is a list of my current signals for each ETF that I currently follow and the date on which they were received. Note that I get my signals on the close of a particular day and I follow highly liquid ETFs this makes for a scalable strategy. The next phase of development is to come up with a tactical asset allocation model based on the ETFs I am tracking, Im not there yet but im giving a lot of thought as to the best way to implement it.
XLF Long on 06/01/2011 @ 15.31
EWJ Long on 06/15/2011 @ 10
EWZ Long on 06/06/2011 @ 73.01
FXI Long on 06/01/2011 @ 44.48
SLV Long on 06/01/2011 @ 35.75
SPY Long on 06/15/2011 @ 126.39
QQQ, OIH, EEM, GLD are giving no signal at the moment. I realize that there are a wide range of ETFs that are also fairly liquid but I have focussed my attention on some of the largest ones. Also I cover a fairly broad spectrum of the markets for example Brazil, the emerging markets block, China, SP500, Nasdaq, Silver, Gold and Japan. I hope to add a few bond and currency ETFs just to see how my models performs there. Note these are signals determined based on my Intermediate Mean Reversion Methods.
Note I should qualify that I am not a registered investment advisor and I am not making any recommendations to buy or sell securities.
